Briatka, Lubos - Center for Economic Research and Graduate Education and … - 2006
Kocenda (2001) introduced the test for nonlinear dependencies in time series data based on the correlation integral …. However, there is an unexplored avenue if one wants to use the test to identify nonlinear structure in nonnormal data. Using … significant amount. These findings help us to extend the use of the test into many other fields that deal with nonlinear data that …